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. Author manuscript; available in PMC: 2017 Feb 8.
Published in final edited form as: Conf Proc IEEE Eng Med Biol Soc. 2014;2014:5052–5055. doi: 10.1109/EMBC.2014.6944760

Fig. 1.

Fig. 1

Example 1: Estimation of the state in system (3) with A = C = 1, Qw = 0.1 and Rυ = 0.05 using optimal non-linear filter for bounded observation (red) and naive application of EKF (blue).